@4ex/indicators/dist/indicators/average-true-range.d.ts

Technical indicators for ohlc charts written in TypeScript

import { ATR as ATRIndicator } from 'technicalindicators';
import { OHLC } from '../types';
import { IndicatorInput, Indicator } from './base-indicator';
export interface AverageTrueRangeInput extends IndicatorInput {
    period?: number;
}
/**
 * The average true range (ATR) is a technical analysis indicator,
 * introduced by market technician J. Welles Wilder Jr.
 * in his book New Concepts in Technical Trading Systems, that measures
 * market volatility by decomposing the entire range of an asset price
 * for that period. The true range indicator is taken as the greatest
 * of the following: current high less the current low; the absolute
 * value of the current high less the previous close; and the absolute
 * value of the current low less the previous close. The ATR is then a
 * moving average, generally using 14 days, of the true ranges.
 */
export declare class ATR implements Indicator {
    indicator: ATRIndicator;
    /**
     * @param {OHLC[]} series candles series
     * @param {number} period period for indicator
     */
    constructor(series: OHLC[], period?: number);
    /**
     * Retrieve ATR values for instance
     * @return {number[]} values for instance data
     */
    getResults(): number[];
    /**
     * Calculate ATR to next tick
     * @param {OHLC} candle new candle to add to series
     * @return {number | undefined} next ATR value or undefined if period is
     * greater than actual series length
     */
    next(candle: OHLC): number | undefined;
    /**
     * Create instance from data
     * @param {AverageTrueRangeInput} input input data
     * @return {ATR} ATR instance
     */
    static generator({ series, period }: AverageTrueRangeInput): ATR;
    /**
     * Get ATR values from input
     * @param {AverageTrueRangeInput} input input data
     * @return {number[]} ATR values
     */
    static calculate({ series, period, }: AverageTrueRangeInput): number[];
}